SpreadTypes-class: A S4 class representing SpreadTypes (Spread the the Curve)
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
The is class is used to calculate SpreadTypes which are in turne
used as input to calculate price given a yield curve,
WAL or benchmark, and spread to curve.
Slots
SpreadBasisa character the spread expressed in basis points
SpreadDecimala numeric value the spread expressed as numeric decimal
SpreadDecimalStringa character the spread expressed as numeric decimal
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
The is class is used to calculate SpreadTypes which are in turne used as input to calculate price given a yield curve, WAL or benchmark, and spread to curve.
Slots
SpreadBasisa character the spread expressed in basis points
SpreadDecimala numeric value the spread expressed as numeric decimal
SpreadDecimalStringa character the spread expressed as numeric decimal
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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